Università degli Studi di Napoli "Parthenope"

  1. Teaching
  2. STRATEGIC MANAGEMENT AND ACCOUNTANCY PROFESSION
  3. MATHS FOR FINANCIAL AND STRATEGIC ANALISYS

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MATHS FOR FINANCIAL AND STRATEGIC ANALISYS

Teaching schedule

Academic year: 
2016/2017
Belonging course: 
Course of Master's Degree Programme on STRATEGIC MANAGEMENT AND ACCOUNTANCY PROFESSION
Disciplinary sector: 
MATHEMATICAL METHODS OF ECONOMY, FINANCE AND ACTUARIAL SCIENCES (SECS-S/06)
Credits: 
6
Year of study: 
1
Teachers: 
Dott. PIETROLUONGO Mariafortuna
Cycle: 
Second semester
Hours of front activity: 
48

Language

Course description

The objective of the course is the study of basic models of financial mathematics under certainty conditions, and aims at providing theoretical notions and operational capacities that enable to solve the main financial problem that arise in business and financial markets.

At the end of the course, the student will be able to solve the problems regarding the most common financial operations and the choice between several financial or business plans.

Prerequisites

Solid understanding of algebra; Differential and integration calculus for function at one or two variables.

Syllabus

Basic financial calculus. Evaluation of cah flows. Accumulation plans. Amortization of loans: Annuities and loan amortizations under Italian and French plan.
Evaluation criteria for investments and financial projects. Discussion and limits of different models. Temporal indices and indices of variability. Duration. Bonds. The term structure of
interest rates. Elements of financial immunization. Elements of the portfolio theory.

Teaching Methods

Textbooks

R.L. D`ECCLESIA - L. GARDINI, APPUNTI DI MATEMATICA FINANZIARIA, Giappichelli.

Learning assessment

Questions/exercises assigned; middle course exam, final exam: written and interview.

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